2013 Fall Seminar

Read 2013 Fall Seminar Review
Read 2013 Fall Participant Perspective

Those Who Know Most: Insider Trading in 18th Century Amsterdam
Peter Koudijs, Assistant Professor of Finance, Graduate School of Business, Knight Management Center, Stanford University
Paper Slides

 

The Surprising ‘Alpha’ from Malkiel’s Monkey and Upside-Down Strategies
Jason Hsu, Chief Investment Officer, Research Affiliates
Paper Slides

 

The Optimal Holding of Annuities
Kent Smetters, Boettner Professor, Professor of Business Economics and Public Policy, Wharton, University of Pennsylvania
Paper

 

Apects of Risk Parity
Cliff Asness, Managing & Founding Principal, AQR Capital Management
Paul Kaplan, Director of Research, Morningstar, Inc.
Paper 1 Paper 2 Slides

 

The Success Equation: Untangling Skill and Luck in Business, Sports and Investing
Michael Mauboussin, Managing Director, Global Investment Strategies, Credit Suisse

The Cape Ratio: A New Look
Jeremy Siegel, Russell E. Palmer Professor of Finance, Wharton, University of Pennsylvania
Paper Slides

 

Changing Times, Changing Values: A Historical Analysis of Sectors withint he US Stock Market 1872-2013
Robert J. Shiller, Sterling Professor of Economics, Yale University

Is Econmic Growth Good for Investors?
Jay R. Ritter, Joe B. Cordell Eminent Scholar Chair, Warrington College of Business Administration, University of Florida
Paper Slides

 

Time-Varying Fund Manager Skills
Marcin Kacperczyk, Assistant Professor of Finance, NBER Faculty Research Fellow, Boxer Faculty Fellow (2010-2013), Stern School, New York University
Paper Slides

 

Central Bank Policy Impacts on the Distribution of Future Interest Rates
Douglas T. Breeden, William W. Priest, Jr. Professor of Finance, Fuqua School of Business, Duke University
Paper Slides

 

Which News Moves Stock Price? A Textual Analysis
Shimon Kogan, Assistant Professor, McCombs School of Business, University of Texas at Austin
Paper Slides


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